Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48831.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42147.94 Kr¶

PnL: ---------------------------------------> -285.34 Kr¶

DD now: ---------------------------------> -8.074 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:47:23.755975'

Anic Portfolio¶

Today¶

Return: -0.957 %¶

This Week¶

Return: -0.957 %¶

Total portfolio value¶

Return including deposits: 59.862 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.410000 1659.780000 192.240000 13.100000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
JM 6 0.630000 867.600000 5.400000 0.630000 862.200000
Catena 2 0.660000 794.800000 5.200000 0.660000 789.600000
Atrium Ljungberg B 5 0.480000 937.500000 4.500000 0.480000 933.000000
Sagax B 4 0.380000 855.200000 3.200000 0.380000 852.000000
ASSA ABLOY B 3 0.310000 779.400000 2.400000 0.310000 777.000000
Platzer Fastigheter Holding B 12 0.250000 961.200000 2.400000 0.250000 958.800000
AcadeMedia 8 -0.600000 400.400000 -0.800000 -0.200000 401.200000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Orrön Energy 180 -0.220000 2035.800000 -1.800000 -0.090000 2037.600000
Hexatronic Group 12 -0.220000 962.400000 -2.160000 -0.220000 964.560000
Biotage 7 -0.370000 935.900000 -3.500000 -0.370000 939.400000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Clas Ohlson B 12 -0.430000 966.600000 -4.200000 -0.430000 970.800000
Addnode Group B 11 -0.600000 913.000000 -5.500000 -0.600000 918.500000
SKF B 5 -0.910000 929.500000 -8.500000 -0.910000 938.000000
EQT 4 -1.160000 820.000000 -9.600000 -1.160000 829.600000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Byggmax Group 33 -1.310000 941.820000 -12.540000 -1.310000 954.360000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Alimak Group 11 -2.260000 905.300000 -20.900000 -2.260000 926.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
Indutrade 5 -3.460000 1172.500000 -42.000000 -3.460000 1214.500000
Bufab 3 -4.340000 1058.400000 -48.000000 -4.340000 1106.400000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
Hexagon B 26 -1.920000 3385.200000 -66.300000 -1.920000 3451.500000
BHG Group 97 -7.260000 1350.240000 -104.760000 -7.200000 1455.000000
TOTAL 42147.940000 -285.340000 -8.07376% 42433.280000

Updated:¶

'2023-07-03 14:47:40.180636'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶